LP KKT check

[jajhall]

The code to perform the LP KKT check is now in lpKktCheck in HighsSolution.cpp. When no basis is available, lpNoBasisKktCheck can be called.

Method computes the KKT measures in a HighsInfo instance, where the relative measures are calculated using the norm of "active" costs and bounds: these correspond to

• costs where the squared dual is less than the dual feasibility tolerance
• lower/upper bounds where the residual with respect to a bound is, when squared, less than the primal feasibility tolerance

On entry, if model_status is HighsModelStatus::kOptimal then

• any KKT failures are logged
• if the relative KKT errors are more than max_allowed_tolerance_relative_violation (currently 100) times the corresponding tolerance, then model_status is set to HighsModelStatus::kUnknown

Finish this later!

[codecov]

Codecov Report

❌ Patch coverage is 57.32218% with 102 lines in your changes missing coverage. Please review.
✅ Project coverage is 80.25%. Comparing base (9409bbd) to head (71d0157).
⚠️ Report is 8 commits behind head on latest.

Files with missing lines	Patch %	Lines
highs/lp_data/HighsInfo.cpp	0.00%	73 Missing ⚠️
highs/lp_data/HighsSolution.cpp	81.98%	29 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##           latest    #2815      +/-   ##
==========================================
- Coverage   80.33%   80.25%   -0.08%     
==========================================
  Files         348      348              
  Lines       86084    86159      +75     
==========================================
- Hits        69152    69151       -1     
- Misses      16932    17008      +76     

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[filikat]

Thanks, this looks fine. I may need to switch off logging if I call this function to check the solution within HiPO, but we'll figure that out later.

Finish this later!

Should we leave it as a draft, or merge it already?